NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
79.23 |
81.00 |
1.77 |
2.2% |
81.52 |
| High |
81.05 |
81.62 |
0.57 |
0.7% |
81.86 |
| Low |
79.16 |
79.24 |
0.08 |
0.1% |
78.24 |
| Close |
80.71 |
79.86 |
-0.85 |
-1.1% |
80.71 |
| Range |
1.89 |
2.38 |
0.49 |
25.9% |
3.62 |
| ATR |
2.12 |
2.14 |
0.02 |
0.9% |
0.00 |
| Volume |
10,367 |
13,361 |
2,994 |
28.9% |
60,244 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.38 |
86.00 |
81.17 |
|
| R3 |
85.00 |
83.62 |
80.51 |
|
| R2 |
82.62 |
82.62 |
80.30 |
|
| R1 |
81.24 |
81.24 |
80.08 |
80.74 |
| PP |
80.24 |
80.24 |
80.24 |
79.99 |
| S1 |
78.86 |
78.86 |
79.64 |
78.36 |
| S2 |
77.86 |
77.86 |
79.42 |
|
| S3 |
75.48 |
76.48 |
79.21 |
|
| S4 |
73.10 |
74.10 |
78.55 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.13 |
89.54 |
82.70 |
|
| R3 |
87.51 |
85.92 |
81.71 |
|
| R2 |
83.89 |
83.89 |
81.37 |
|
| R1 |
82.30 |
82.30 |
81.04 |
81.29 |
| PP |
80.27 |
80.27 |
80.27 |
79.76 |
| S1 |
78.68 |
78.68 |
80.38 |
77.67 |
| S2 |
76.65 |
76.65 |
80.05 |
|
| S3 |
73.03 |
75.06 |
79.71 |
|
| S4 |
69.41 |
71.44 |
78.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.62 |
78.24 |
3.38 |
4.2% |
2.21 |
2.8% |
48% |
True |
False |
12,874 |
| 10 |
81.86 |
75.73 |
6.13 |
7.7% |
2.10 |
2.6% |
67% |
False |
False |
10,853 |
| 20 |
81.86 |
71.64 |
10.22 |
12.8% |
2.29 |
2.9% |
80% |
False |
False |
11,083 |
| 40 |
86.41 |
71.64 |
14.77 |
18.5% |
1.94 |
2.4% |
56% |
False |
False |
8,811 |
| 60 |
86.41 |
71.64 |
14.77 |
18.5% |
1.83 |
2.3% |
56% |
False |
False |
7,024 |
| 80 |
86.41 |
71.64 |
14.77 |
18.5% |
1.79 |
2.2% |
56% |
False |
False |
6,029 |
| 100 |
86.41 |
71.64 |
14.77 |
18.5% |
1.76 |
2.2% |
56% |
False |
False |
5,499 |
| 120 |
86.41 |
70.06 |
16.35 |
20.5% |
1.73 |
2.2% |
60% |
False |
False |
5,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.74 |
|
2.618 |
87.85 |
|
1.618 |
85.47 |
|
1.000 |
84.00 |
|
0.618 |
83.09 |
|
HIGH |
81.62 |
|
0.618 |
80.71 |
|
0.500 |
80.43 |
|
0.382 |
80.15 |
|
LOW |
79.24 |
|
0.618 |
77.77 |
|
1.000 |
76.86 |
|
1.618 |
75.39 |
|
2.618 |
73.01 |
|
4.250 |
69.13 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.43 |
79.93 |
| PP |
80.24 |
79.91 |
| S1 |
80.05 |
79.88 |
|